Advanced Strategy Lab

Experiment with regime detection, dynamic allocations, and loss-brake rules. This sandbox turns today’s simple inputs into risk/return estimates—so you can see how discipline changes the distribution of outcomes. Educational only.

1) Regime Signal Panel

Think of this as a market “weather check” — trend, volatility, and curve all feed into one regime score.

SPX vs 200-DMA (%) Positive = price above its long-term trend. VIX level Lower VIX = calmer market mood. 10y – 3m Spread (bps) Negative = inverted curve (growth worries).

Neutral (score 0.00) Tip: >+2% above 200-DMA & VIX < 18 → often “Risk-On”.

Explain this (E)

E = Environment. We blend three signals: trend (SPX vs 200-DMA), volatility (VIX), and the yield curve. The composite score maps to three simple regimes: Risk-On, Neutral, or Risk-Off.

2) Allocation & Loss-Brake Tuner

Here you set how much equity to hold in each regime and choose a drawdown “seatbelt”. Estimates are based on annualized return & volatility assumptions—illustrative, not promises.

Equity Weight — Risk-On (%) 80% Equity Weight — Neutral (%) 60% Equity Weight — Risk-Off (%) 30% Loss-Brake Trigger (drawdown %) 12%

Current Suggested Mix

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Based on regime score.

Expected CAGR

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Assumes long-run equity 8.5%, T-Bill 3.0%.

Est. Max Drawdown

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Loss-brake reduces tail risk.

Sharpe (est.)

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Vol modeled from mix & brake.

Explain this (A)

A = Allocation. You tell the tool how much equity to own in Risk-On / Neutral / Risk-Off. We blend that with simple return assumptions for stocks and T-Bills, then estimate expected return, volatility, drawdown, and Sharpe. The loss-brake imitates de-risking after a large drawdown.

3) Stress Tester (Monte Carlo-lite)

We simulate many future paths using today’s mix. The badge reports the estimated chance of a ≥20% portfolio drawdown over a long horizon.

Not run yet

Explain this (S)

S = Stress test. We feed your current mix into a simple Monte Carlo engine. Each path is a possible future. The badge shows how often those paths suffer a 20% or worse peak-to-trough drawdown. It’s a sanity check, not a forecast.

Educational content only — not investment advice. Models are illustrative and use simplified assumptions.